-3.3%
AON vs ROP
-18.5%
+15.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.0% |
| 7D | -3.2% | -5.4% | +2.2% | -0.9% |
| 30D | -11.9% | -1.6% | -10.2% | -11.3% |
| 3M | -2.9% | +18.8% | -21.7% | -10.2% |
| 6M | -6.8% | +8.2% | -15.0% | -10.5% |
| YTD | -10.1% | -10.5% | +0.4% | -6.8% |
| 1Y | -14.2% | -23.7% | +9.5% | -4.9% |
| 3Y | -3.3% | -17.9% | +14.6% | -2.5% |
| All | -3.3% | -18.5% | +15.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling